Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085)
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scientific article; zbMATH DE number 6551183
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| English | Optimal control with restrictions for a diffusion risk model under constant interest force |
scientific article; zbMATH DE number 6551183 |
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Optimal control with restrictions for a diffusion risk model under constant interest force (English)
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8 March 2016
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economics
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optimal dividend
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HJB equation
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proportional reinsurance
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interest
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0.8439657688140869
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0.8425149917602539
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0.8346061110496521
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0.8336425423622131
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0.833239734172821
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